<abstract xmlns="http://www.w3.org/1999/xhtml"><p> In this paper, we study the mean square asymptotic stability of a class of generalized nonlinear neutral stochastic differential equations with variable time delays by using fixed point theory. An asymptotic mean square stability theorem with a necessary and sufficient condition is proved which improves and generalizes some well-known results. Finally, two examples are given to illustrate our results.</p></abstract>

In this paper, we study the mean square asymptotic stability of a class of generalized nonlinear neutral stochastic differential equations with variable time delays by using fixed point theory. An asymptotic mean square stability theorem with a necessary and sufficient condition is proved which improves and generalizes some well-known results. Finally, two examples are given to illustrate our results.

Stability of a Class of Nonlinear Neutral Stochastic Differential Equations with Variable Time Delays

College of Business Administration, Sichuan University, Chengdu, Sichuan 610064, China

Department of Mathematics, Sichuan University, Chengdu, Sichuan 610064, China

Analele ştiinţifice ale Universităţii "Ovidius" Constanţa. Seria Matematică

In this paper, we study the mean square asymptotic stability of a class of generalized nonlinear neutral stochastic differential equations with variable time...

Stability of a Class of Nonlinear Neutral Stochastic Differential Equations with Variable Time Delays

Data publikacji: 17 maj 2013

Zakres stron: 467 - 488

DOI: https://doi.org/10.2478/v10309-012-0032-5

Słowa kluczowe
fixed point, stability, neutral stochastic differential equations, variable delays

This content is open access.

Stability of a Class of Nonlinear Neutral Stochastic Differential Equations with Variable Time Delays

Data publikacji: 17 maj 2013

Zakres stron: 467 - 488

DOI: https://doi.org/10.2478/v10309-012-0032-5

Słowa kluczowefixed point, stability, neutral stochastic differential equations, variable delays

This content is open access.

Słowa kluczowe
fixed point, stability, neutral stochastic differential equations, variable delays